CME Canadian Dollar Future June 2016
Trading Metrics calculated at close of trading on 10-Nov-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2015 |
10-Nov-2015 |
Change |
Change % |
Previous Week |
Open |
0.7517 |
0.7533 |
0.0016 |
0.2% |
0.7636 |
High |
0.7540 |
0.7548 |
0.0008 |
0.1% |
0.7662 |
Low |
0.7512 |
0.7519 |
0.0007 |
0.1% |
0.7509 |
Close |
0.7527 |
0.7529 |
0.0002 |
0.0% |
0.7515 |
Range |
0.0028 |
0.0029 |
0.0001 |
3.6% |
0.0153 |
ATR |
0.0055 |
0.0053 |
-0.0002 |
-3.4% |
0.0000 |
Volume |
27 |
89 |
62 |
229.6% |
340 |
|
Daily Pivots for day following 10-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7619 |
0.7603 |
0.7545 |
|
R3 |
0.7590 |
0.7574 |
0.7537 |
|
R2 |
0.7561 |
0.7561 |
0.7534 |
|
R1 |
0.7545 |
0.7545 |
0.7532 |
0.7539 |
PP |
0.7532 |
0.7532 |
0.7532 |
0.7529 |
S1 |
0.7516 |
0.7516 |
0.7526 |
0.7510 |
S2 |
0.7503 |
0.7503 |
0.7524 |
|
S3 |
0.7474 |
0.7487 |
0.7521 |
|
S4 |
0.7445 |
0.7458 |
0.7513 |
|
|
Weekly Pivots for week ending 06-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8021 |
0.7921 |
0.7599 |
|
R3 |
0.7868 |
0.7768 |
0.7557 |
|
R2 |
0.7715 |
0.7715 |
0.7543 |
|
R1 |
0.7615 |
0.7615 |
0.7529 |
0.7589 |
PP |
0.7562 |
0.7562 |
0.7562 |
0.7549 |
S1 |
0.7462 |
0.7462 |
0.7501 |
0.7436 |
S2 |
0.7409 |
0.7409 |
0.7487 |
|
S3 |
0.7256 |
0.7309 |
0.7473 |
|
S4 |
0.7103 |
0.7156 |
0.7431 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7671 |
2.618 |
0.7624 |
1.618 |
0.7595 |
1.000 |
0.7577 |
0.618 |
0.7566 |
HIGH |
0.7548 |
0.618 |
0.7537 |
0.500 |
0.7534 |
0.382 |
0.7530 |
LOW |
0.7519 |
0.618 |
0.7501 |
1.000 |
0.7490 |
1.618 |
0.7472 |
2.618 |
0.7443 |
4.250 |
0.7396 |
|
|
Fisher Pivots for day following 10-Nov-2015 |
Pivot |
1 day |
3 day |
R1 |
0.7534 |
0.7552 |
PP |
0.7532 |
0.7544 |
S1 |
0.7531 |
0.7537 |
|